Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515615.4831 | 460768.9184 | 54846.5647 | 85803.5794 | 338121.3973 | -252317.818 |
Total P&L (%) | 515.6155 | 460.7689 | 54.8466 | 85.8036 | 338.1214 | -252.3178 |
Avg Daily Profit (%) | 0.3216 | 0.2874 | 0.0342 | 0.0386 | 0.0922 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145632 | -122696 | -83697 | -596730 | -626703 | -306779 |
Profit Factor | 1.9942 | 2.8608 | 1.2024 | 1.0446 | 1.3628 | 0.7456 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 44.2623 | 38.7097 | 50 | 44.2623 | 38.7097 | 50 |
Ratio Avg Win / Avg Loss | 2.5112 | 4.5296 | 1.2024 | 1.3154 | 2.1578 | 0.7456 |
Largest Winning Trade | 359974 | 359974 | 63297 | 359974 | 359974 | 187113 |
Largest Losing Trade | -66853 | -29418 | -66853 | -227408 | -227408 | -203125 |
Avg Bars in Trades | 75 | 61 | 90 | 75 | 61 | 90 |
Avg Bars in Winners | 122 | 104 | 136 | 122 | 104 | 136 |
Avg Bars in Losers | 38 | 34 | 44 | 38 | 34 | 44 |
Bars Traded | 4618 | 1909 | 2709 | 4618 | 1909 | 2709 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155365 | 338352 | -148766 | -480973 | -72745 | -580825 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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